Technical Cooperation Programme

Upcoming Activities

For further information about NBP seminars and workshops,
please consult Technical Cooperation Catalogue 2018


The first workshop on Contemporaneous methods for real-time inflation forecasting

The first workshop on Contemporaneous methods for real-time inflation forecasting (dynamic factor models, Bayesian VARs, and leading indicators). Evaluating performance of point and density forecasts organized by Narodowy Bank Polski will be held in Warsaw on 5 – 6 July 2018.

During the workshop the following topics will be discussed: real time database, dynamic factor model and strategies in forecasting inflation as well as Kalman filter vs. two-step method of Stock&Watson.

The participants will take part in Matlab workshops concerning simple benchmarks (leading indicators, variable selection and forecast combination, point forecast evaluation), dynamic factor model in state space, forecast uncertainty in DFM, simple BVAR models, Gibbs sampling and out-of-sample evaluation of density forecasts.

The sessions will be conducted in English.

The applications for this workshop should be submitted by 8 June 2018.



15th Annual NBP – SNB Joint Seminar Macroprudential stress testing

The fifteenth edition of the seminar organized jointly by Narodowy Bank Polski and the Swiss National Bank will be held in Warsaw on 25 – 26 June 2018.

The event will focus on designing and conducting stress tests of the banking system - experiences and model used.

The sessions will be conducted in English with simultaneous translation into Russian.

The applications for this seminar should be submitted by 25 May 2018.



Workshop on Seasonal Adjustment of Economic Time Series with JDemetra+

The workshop on Seasonal Adjustment of Economic Time Series with JDemetra+ organized by Narodowy Bank Polski will be held in Warsaw on 27–29 June 2018.

During the workshop the following topics will be discussed: theoretical concepts of seasonal adjustment, Auto Regressive Integrated Moving Average (ARIMA) models, calendar effects and outliers.

The participants will be familiarised also with the main features of the state-of-the-art seasonal adjustment software JDemetra+ and will get useful practical recommendations on two most commonly used seasonal adjustment methods, i.e. TRAMO/SEATS and X-13-ARIMA-SEATS.

The sessions will be conducted in English with simultaneous translation into Russian.

The applications for this workshop should be submitted by 25 May 2018.



 
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